<kbd>Ctrl+R</kbd> is usually the best way, as [descriptor said](http://unix.stackexchange.com/questions/541/best-way-to-search-my-shells-history/542#542). You can also use `!string`, which runs the most recent command starting with `string`, or `!?string?`, which runs the most recent command that contains `string`.
<sub>(I think that's the only stuff relevant to this question, but I covered much more of the history commands in [this answer](http://unix.stackexchange.com/questions/6/what-are-your-favorite-command-prompt-features-or-tricks/67#67))</sub>